High-Dimensional Metrics in R

Preprint English OPEN
Chernozhukov, Victor; Hansen, Chris; Spindler, Martin;
(2016)
  • Subject: Statistics - Machine Learning | Economics - Econometrics | Statistics - Methodology | 62-01, 62-04, 62J07, 62G05
    arxiv: Statistics::Computation | Statistics::Methodology

The package High-dimensional Metrics (\Rpackage{hdm}) is an evolving collection of statistical methods for estimation and quantification of uncertainty in high-dimensional approximately sparse models. It focuses on providing confidence intervals and significance testing... View more
  • References (14)
    14 references, page 1 of 2

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